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What a wonderful game, but the most difficult as heck. The good thing about it you have infinite continues, as long as you didn't turn the NES off. I do not think they have cheats for it.
Remember the game needs to be completed with the shields as weapons, not the knives (the best and quickest weapon). The shields are slow and very deficient, but if you finish the game without them you will be warped back to world 5!
Here is a walkthrough: http://www.gamefaqs.com/console/nes/file/587303/6430